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mathpaquette / IQFeed.CSharpApiClient

IQFeed.CSharpApiClient is fastest and the most well-designed C# DTN IQFeed socket API connector available
MIT License
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Save lookup data without the ENDMSG #148

Open dutchy54321 opened 1 year ago

dutchy54321 commented 1 year ago

hi,

when using the csharp plugin with Python is there any way to set !ENDMSG!, to false? Now when I download a day of historical data it puts this message at the end of the file (!ENDMSG!,). So I know I can get rid of it of course but it slows things down dramatically. I can read the CSV file without that line using:

            df = pd.read_csv( filename, header=None, names=headers1, dtype=dtypes1, index_col=0,
                parse_dates=True, usecols = cols,skipfooter=1, engine='python' )

But the problem is that I have a database with over 2 years of tick data (each day in a separate file). These files were made just using Python code and they do not have this message (since I removed it). Now I want to start using the csharp plugin I want to save the tick files without the !ENDMSG!, line, just like the other files. That would make my code dramatically faster.

So in the source code it seems I can set this somewhere here:

        from IQFeed.CSharpApiClient.Lookup.Common import BaseLookupMessageHandler

just not sure how to do it in Python. Some help would be appreciated

Thanks

mathpaquette commented 1 year ago

yeah, its a bit cumbersome having to handle it manually. I can probably add feat for data.